per-stock model-accuracy decomposition

6185.T

computed asof 2026-08-07T09:15:52

read this first — not a buy signal

Model predictability decomposition: measures how accurately the ml-factor-lgbm-9f-jp-growth model family predicts this stock's returns within the jp-listed universe. High hit_rate_long does NOT mean 'good stock to buy' -- it means 'the model historically predicted this stock well when selecting it LONG'. This is a property of model-stock fit, not intrinsic stock quality.

Decomposes ml-factor-lgbm-9f-jp-growth. Standalone walk-forward run of the same LightGBM 9-factor family on the jp-listed universe (~4,100 tickers); the referenced record's verdict applies to the jp-growth universe only.

Accuracy (median across grid)

metric	median	p25 – p75	n
Hit rate · LONG	0.3290	0.1355 – 0.5243	12
Hit rate · SHORT	0.5295	0.4997 – 0.5762	12
Avg return · LONG (bps)	5.7780	-180.7 – 69.6	12
Avg return · SHORT (bps)	-283.3	-443.5 – -211.5	12
Selection rate · LONG	0.0050	0.0033 – 0.0095	12
Selection rate · SHORT	0.0229	0.0170 – 0.0232	12

Hit rate ≈ 0.5 means the model's picks on this stock were near coin-flip. Returns in bps per trade (1 bps = 0.01%).

PnL contribution

long

3.0088

short

-100.5

total

-97.5

appearances 165120 · LONG 1050 · SHORT 3308

Research, not investment advice. Metrics describe model–stock fit, not the stock's merit.